| Trading Metrics calculated at close of trading on 28-Aug-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-1995 |
28-Aug-1995 |
Change |
Change % |
Previous Week |
| Open |
583.16 |
580.10 |
-3.06 |
-0.5% |
595.52 |
| High |
584.79 |
581.62 |
-3.17 |
-0.5% |
598.73 |
| Low |
580.10 |
565.85 |
-14.25 |
-2.5% |
576.90 |
| Close |
580.10 |
566.05 |
-14.05 |
-2.4% |
580.10 |
| Range |
4.69 |
15.77 |
11.08 |
236.2% |
21.83 |
| ATR |
10.56 |
10.94 |
0.37 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618.48 |
608.04 |
574.72 |
|
| R3 |
602.71 |
592.27 |
570.39 |
|
| R2 |
586.94 |
586.94 |
568.94 |
|
| R1 |
576.50 |
576.50 |
567.50 |
573.84 |
| PP |
571.17 |
571.17 |
571.17 |
569.84 |
| S1 |
560.73 |
560.73 |
564.60 |
558.07 |
| S2 |
555.40 |
555.40 |
563.16 |
|
| S3 |
539.63 |
544.96 |
561.71 |
|
| S4 |
523.86 |
529.19 |
557.38 |
|
|
| Weekly Pivots for week ending 25-Aug-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
650.73 |
637.25 |
592.11 |
|
| R3 |
628.90 |
615.42 |
586.10 |
|
| R2 |
607.07 |
607.07 |
584.10 |
|
| R1 |
593.59 |
593.59 |
582.10 |
589.42 |
| PP |
585.24 |
585.24 |
585.24 |
583.16 |
| S1 |
571.76 |
571.76 |
578.10 |
567.59 |
| S2 |
563.41 |
563.41 |
576.10 |
|
| S3 |
541.58 |
549.93 |
574.10 |
|
| S4 |
519.75 |
528.10 |
568.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
593.32 |
565.85 |
27.47 |
4.9% |
10.13 |
1.8% |
1% |
False |
True |
|
| 10 |
601.61 |
565.85 |
35.76 |
6.3% |
10.61 |
1.9% |
1% |
False |
True |
|
| 20 |
601.61 |
541.64 |
59.97 |
10.6% |
10.12 |
1.8% |
41% |
False |
False |
|
| 40 |
601.61 |
530.40 |
71.21 |
12.6% |
11.04 |
2.0% |
50% |
False |
False |
|
| 60 |
601.61 |
492.65 |
108.96 |
19.2% |
10.02 |
1.8% |
67% |
False |
False |
|
| 80 |
601.61 |
469.71 |
131.90 |
23.3% |
9.65 |
1.7% |
73% |
False |
False |
|
| 100 |
601.61 |
439.29 |
162.32 |
28.7% |
9.03 |
1.6% |
78% |
False |
False |
|
| 120 |
601.61 |
433.24 |
168.37 |
29.7% |
8.52 |
1.5% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648.64 |
|
2.618 |
622.91 |
|
1.618 |
607.14 |
|
1.000 |
597.39 |
|
0.618 |
591.37 |
|
HIGH |
581.62 |
|
0.618 |
575.60 |
|
0.500 |
573.74 |
|
0.382 |
571.87 |
|
LOW |
565.85 |
|
0.618 |
556.10 |
|
1.000 |
550.08 |
|
1.618 |
540.33 |
|
2.618 |
524.56 |
|
4.250 |
498.83 |
|
|
| Fisher Pivots for day following 28-Aug-1995 |
| Pivot |
1 day |
3 day |
| R1 |
573.74 |
578.75 |
| PP |
571.17 |
574.51 |
| S1 |
568.61 |
570.28 |
|